SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	182.28	184.10	1.82	1.0%	183.47
High	183.77	184.94	1.17	0.6%	184.22
Low	181.95	183.71	1.76	1.0%	182.08
Close	183.67	184.66	0.99	0.5%	184.14
Range	1.82	1.23	-0.59	-32.4%	2.14
ATR	1.43	1.42	-0.01	-0.8%	0.00
Volume	105,016,000	98,525,695	-6,490,305	-6.2%	483,463,993

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	188.13	187.62	185.34
R3	186.90	186.39	185.00
R2	185.67	185.67	184.89
R1	185.16	185.16	184.77	185.42
PP	184.44	184.44	184.44	184.56
S1	183.93	183.93	184.55	184.19
S2	183.21	183.21	184.43
S3	181.98	182.70	184.32
S4	180.75	181.47	183.98

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.90	189.16	185.32
R3	187.76	187.02	184.73
R2	185.62	185.62	184.53
R1	184.88	184.88	184.34	185.25
PP	183.48	183.48	183.48	183.67
S1	182.74	182.74	183.94	183.11
S2	181.34	181.34	183.75
S3	179.20	180.60	183.55
S4	177.06	178.46	182.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.94	181.34	3.60	1.9%	1.69	0.9%	92%	True	False	109,228,640
10	184.94	181.34	3.60	1.9%	1.43	0.8%	92%	True	False	103,790,859
20	184.94	177.32	7.62	4.1%	1.28	0.7%	96%	True	False	104,766,868
40	184.94	177.32	7.62	4.1%	1.21	0.7%	96%	True	False	101,236,533
60	184.94	173.96	10.98	5.9%	1.23	0.7%	97%	True	False	102,465,323
80	184.94	164.53	20.41	11.1%	1.30	0.7%	99%	True	False	109,396,704
100	184.94	163.05	21.89	11.9%	1.33	0.7%	99%	True	False	110,513,551
120	184.94	163.05	21.89	11.9%	1.31	0.7%	99%	True	False	108,736,640

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	190.17
2.618	188.16
1.618	186.93
1.000	186.17
0.618	185.70
HIGH	184.94
0.618	184.47
0.500	184.33
0.382	184.18
LOW	183.71
0.618	182.95
1.000	182.48
1.618	181.72
2.618	180.49
4.250	178.48

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	184.55	184.15
PP	184.44	183.65
S1	184.33	183.14

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols